The moving contact line problem is a classical problem in fluid mechanics. The difficulty stems from the fact that the classical continuum theory with no-slip boundary condition predicts a non-physical singularity at the contact line with infinite rate of energy dissipation. Many modified continuum models are then proposed to overcome this difficulty. They all succeed in removing the singularity, but they leave behind the question: which one of these models is a good description of the microscopic physics near the contact line region? We will review the results obtained using continuum theory, molecular dynamics and the more recent multiscale techniques. We will also discuss how these techniques can be combined to give us a better understanding of the fundamental physics of the moving contact line and formulate simple and effective models.